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Volatility forecasting in the framework of the option expiry cycle

Owain Ap Gwilym, Mike Buckle, Mike Buckle Orcid Logo

The European Journal of Finance, Volume: 5, Issue: 1, Pages: 73 - 94

Swansea University Author: Mike Buckle Orcid Logo

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DOI (Published version): 10.1080/135184799337190

Published in: The European Journal of Finance
Published: 1999
URI: https://cronfa.swan.ac.uk/Record/cronfa18174
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College: School of Management
Issue: 1
Start Page: 73
End Page: 94